+22.5%
BSX vs TSLQ
-97.3%
+119.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -7.0% | -8.0% | +1.0% | -7.4% |
| 30D | -10.9% | -23.8% | +12.9% | -11.7% |
| 3M | -8.2% | -7.0% | -1.2% | -8.0% |
| 6M | -37.5% | -17.1% | -20.4% | -37.5% |
| YTD | -52.8% | +0.1% | -52.9% | -52.3% |
| 1Y | -58.4% | -51.2% | -7.2% | -59.2% |
| 3Y | -16.5% | -95.9% | +79.4% | -22.3% |
| All | +22.5% | -97.3% | +119.7% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling